Bardi, Martino.

Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. - 1st ed. - 1 online resource (588 pages) - Modern Birkhäuser Classics Series . - Modern Birkhäuser Classics Series .

Intro -- Modern Birkhäuser Classics -- Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations -- Copyright -- Contents -- Preface -- Basic notations -- CHAPTER I Outline of the main ideas on a model problem -- CHAPTER II Continuous viscosity solutions of Hamilton-Jacobi equations -- CHAPTER III Optimal control problems with continuous value functions: unrestricted state space -- CHAPTER IV Optimal control problems with continuous value functions: restricted state space -- CHAPTER V Discontinuous viscosity solutions and applications -- CHAPTER VI Approximation and perturbation problems -- CHAPTER VII Asymptotic problems -- CHAPTER VIII Differential Games -- APPENDIX A Numerical Solution of Dynamic Programming Equations -- APPENDIX B Nonlinear H∞ control -- Bibliography -- Index.

This softcover book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton-Jacobi type and its interplay with Bellman's dynamic programming approach to optimal control and differential games.

9780817647551


Viscosity solutions.


Electronic books.

Q295

515/.64